FRM Part 1 : Valuing Cross Currency Swaps (Financial Markets & Products/Swaps)



In this short video from FRM Part 1 curriculum, we calculate the value of a cross currency swap using two approaches: the bond approach and the fx-forward …

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FRM Part 1 : Valuing Cross Currency Swaps (Financial Markets & Products/Swaps)

In this short video from FRM Part 1 curriculum, we calculate the value of a cross currency swap using two approaches: the bond approach and the fx-forward approach, to demonstrate the equivalence of the two approaches. This content is taken from the preparation course for FRM Part 1 (http://www.finRGB.com/courses/frm-part-1-online-course)